Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,138.7 |
1,099.0 |
-39.7 |
-3.5% |
1,114.6 |
High |
1,142.9 |
1,118.1 |
-24.8 |
-2.2% |
1,142.9 |
Low |
1,095.7 |
1,097.4 |
1.7 |
0.2% |
1,095.7 |
Close |
1,107.4 |
1,111.5 |
4.1 |
0.4% |
1,111.5 |
Range |
47.2 |
20.7 |
-26.5 |
-56.1% |
47.2 |
ATR |
27.1 |
26.6 |
-0.5 |
-1.7% |
0.0 |
Volume |
159,463 |
236,024 |
76,561 |
48.0% |
898,813 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.1 |
1,162.0 |
1,122.9 |
|
R3 |
1,150.4 |
1,141.3 |
1,117.2 |
|
R2 |
1,129.7 |
1,129.7 |
1,115.3 |
|
R1 |
1,120.6 |
1,120.6 |
1,113.4 |
1,125.2 |
PP |
1,109.0 |
1,109.0 |
1,109.0 |
1,111.3 |
S1 |
1,099.9 |
1,099.9 |
1,109.6 |
1,104.5 |
S2 |
1,088.3 |
1,088.3 |
1,107.7 |
|
S3 |
1,067.6 |
1,079.2 |
1,105.8 |
|
S4 |
1,046.9 |
1,058.5 |
1,100.1 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.3 |
1,232.1 |
1,137.5 |
|
R3 |
1,211.1 |
1,184.9 |
1,124.5 |
|
R2 |
1,163.9 |
1,163.9 |
1,120.2 |
|
R1 |
1,137.7 |
1,137.7 |
1,115.8 |
1,127.2 |
PP |
1,116.7 |
1,116.7 |
1,116.7 |
1,111.5 |
S1 |
1,090.5 |
1,090.5 |
1,107.2 |
1,080.0 |
S2 |
1,069.5 |
1,069.5 |
1,102.8 |
|
S3 |
1,022.3 |
1,043.3 |
1,098.5 |
|
S4 |
975.1 |
996.1 |
1,085.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.9 |
1,095.7 |
47.2 |
4.2% |
24.6 |
2.2% |
33% |
False |
False |
179,762 |
10 |
1,170.2 |
1,095.7 |
74.5 |
6.7% |
27.9 |
2.5% |
21% |
False |
False |
220,847 |
20 |
1,227.5 |
1,095.7 |
131.8 |
11.9% |
28.9 |
2.6% |
12% |
False |
False |
182,697 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.9% |
23.2 |
2.1% |
42% |
False |
False |
98,052 |
60 |
1,227.5 |
987.3 |
240.2 |
21.6% |
20.5 |
1.8% |
52% |
False |
False |
66,377 |
80 |
1,227.5 |
944.4 |
283.1 |
25.5% |
19.0 |
1.7% |
59% |
False |
False |
50,130 |
100 |
1,227.5 |
933.3 |
294.2 |
26.5% |
17.5 |
1.6% |
61% |
False |
False |
40,392 |
120 |
1,227.5 |
909.5 |
318.0 |
28.6% |
16.1 |
1.4% |
64% |
False |
False |
33,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.1 |
2.618 |
1,172.3 |
1.618 |
1,151.6 |
1.000 |
1,138.8 |
0.618 |
1,130.9 |
HIGH |
1,118.1 |
0.618 |
1,110.2 |
0.500 |
1,107.8 |
0.382 |
1,105.3 |
LOW |
1,097.4 |
0.618 |
1,084.6 |
1.000 |
1,076.7 |
1.618 |
1,063.9 |
2.618 |
1,043.2 |
4.250 |
1,009.4 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,110.3 |
1,119.3 |
PP |
1,109.0 |
1,116.7 |
S1 |
1,107.8 |
1,114.1 |
|